+1,736.0%
NXPI vs CRH
+546.1%
+1,189.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.3% | +2.6% |
| 7D | +0.7% | -4.8% | +5.4% | +3.7% |
| 30D | -4.2% | -13.1% | +8.9% | +4.4% |
| 3M | -20.4% | -12.0% | -8.5% | -14.5% |
| 6M | +12.5% | -16.9% | +29.4% | +24.4% |
| YTD | +5.2% | -29.0% | +34.2% | +27.9% |
| 1Y | +5.1% | -20.3% | +25.4% | +18.2% |
| 3Y | +17.7% | +69.2% | -51.6% | -20.0% |
| 5Y | +16.8% | +94.6% | -77.8% | -28.5% |
| 10Y | +215.8% | +250.3% | -34.5% | +26.8% |
| All | +1,736.0% | +546.1% | +1,189.9% | +366.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CRH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling